hilbert.schmidt.norm

This function returns the Hilbert-Schmidt norm of the matrix \({\mathbf{x}}\).

 math

A collection of functions to support matrix calculations
for probability, econometric and numerical analysis. There are
additional functions that are comparable to APL functions which
are useful for actuarial models such as pension mathematics.
This package is used for teaching and research purposes at the
Department of Finance and Risk Engineering, New York
University, Polytechnic Institute, Brooklyn, NY 11201.
Horn, R.A. (1990) Matrix Analysis. ISBN 978-0521386326.
Lancaster, P. (1969) Theory of Matrices. ISBN 978-0124355507.
Lay, D.C. (1995) Linear Algebra: And Its Applications. ISBN 978-0201845563.

S. Thomas Kelly

matrixcalc

Collection of Functions for Matrix Calculations

hilbert.schmidt.norm function

<dl> <dt>x</dt>
<dd>a numeric vector or matrix</dd></dl>

Arguments

Frederick Novomestky <a href="/link/fnovomes%40poly.edu?package=matrixcalc&version=1.0-6" data-mini-rdoc="matrixcalc::fnovomes@poly.edu">fnovomes@poly.edu</a>

Author

Compute the Hilbert-Schmidt norm of a matrix — hilbert.schmidt.norm

<dl>

 <dt>x</dt>
<dd>a numeric vector or matrix</dd>

</dl>

Frederick Novomestky <a href='mailto:fnovomes@poly.edu'>fnovomes@poly.edu</a>

hilbert.schmidt.norm: Compute the Hilbert-Schmidt norm of a matrix

Description

Usage

Value

Arguments

Author

Details

References

See Also

Examples